+86.8%
ACN vs AMGN
+210.3%
-123.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +2.0% |
| 7D | -7.9% | -13.9% | +6.0% | -2.8% |
| 30D | -1.1% | -7.1% | +6.1% | +1.6% |
| 3M | +5.6% | +13.9% | -8.3% | +0.7% |
| 6M | -9.9% | +3.2% | -13.2% | -11.3% |
| YTD | -32.3% | +19.2% | -51.6% | -37.2% |
| 1Y | -25.3% | +41.1% | -66.4% | -35.3% |
| 3Y | -42.3% | +61.3% | -103.6% | -53.9% |
| 5Y | -43.5% | +109.1% | -152.5% | -60.3% |
| All | +86.8% | +210.3% | -123.5% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMGN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling